-3.9%
TLT vs ARKK
+367.1%
-371.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +3.6% | -3.2% | +0.4% |
| 30D | -0.3% | +8.4% | -8.7% | -0.2% |
| 3M | -1.7% | +13.4% | -15.2% | -1.7% |
| 6M | -4.9% | +18.9% | -23.8% | -4.8% |
| YTD | -2.8% | +11.9% | -14.7% | -2.7% |
| 1Y | -4.2% | +13.1% | -17.3% | -4.1% |
| 3Y | -1.1% | +97.1% | -98.2% | -0.2% |
| 5Y | -33.7% | -27.8% | -5.9% | -37.3% |
| 10Y | -20.7% | +338.5% | -359.1% | -1.2% |
| All | -3.9% | +367.1% | -371.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARKK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling